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Stochastic Calculus for Finance by Ted Noreux at Abbey's Bookshop,
Stochastic Calculus for Finance
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Ted Noreux

Stochastic Calculus for Finance

Ted Noreux

$49.95   $42.83

Paperback

Not in-store but you can order this
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English
Nobtrex LLC
07 May 2024
Calculus
"""Stochastic Calculus for Finance"" offers a comprehensive exploration of the mathematical underpinnings critical to the field of financial engineering. Through its meticulously structured chapters, this book provides readers with an in-depth understanding of stochastic processes, the Ito calculus, stochastic differential equations, and much more, all of which are essential for modeling and decision-making in the uncertain world of financial markets.

Starting from the basics and gradually progressing to more complex theories and models, including the seminal Black-Scholes model, interest rate models, and Monte Carlo methods, this book is designed to equip readers with the theoretical knowledge and practical skills needed to excel in financial engineering, risk management, and derivative pricing. Each chapter is rich with detailed explanations, practical examples, and applications that bridge the gap between theory and practice.

Intended for graduate students in financial engineering, quantitative finance, and applied mathematics, as well as professionals in the finance industry and researchers seeking a thorough understanding of financial mathematics, ""Stochastic Calculus for Finance"" serves as an essential guide and comprehensive reference.

Embrace the opportunity to demystify the complexities of financial markets through the lens of stochastic calculus with this essential book, ensuring you are well-prepared to tackle the challenges and opportunities in today's financial landscape."
By:  
Imprint:   Nobtrex LLC
Dimensions:   Height: 229mm,  Width: 152mm,  Spine: 18mm
Weight:   458g
ISBN:   9798224131167
Pages:   312
Publication Date:  
Audience:   General/trade ,  ELT Advanced
Format:   Paperback
Publisher's Status:   Active

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